Regarding fat, it's a really difficult area to understand (and we're far from it), since it covers such a wide range of substances. The recent claims are that only trans-fats (hydrogenated oils) are actively bad for you, regular saturated fats should be eaten in moderation, and you can basically eat as much unsaturated fat as you want (with mono-unsaturated fats being the most healthy).
However, that doesn't follow for every fat, since how it reacts to cooking changes how healthy it is to consume; coconut oil is considered one of the healthier options for cooking oil due to its absurdly high smoke point, but it's so dense in saturated fat that it's solid at room temperature.
And the tales of butter have been going on forever.
I found this interesting read back when a friend asked me if that pink Himalayan salt was actually better for you or not (it's not) the majority of the article is actually about research studying the links between sodium (and potassium) intake to heart pressure:
Basically, unless you have hypertension, diabetes, etc., low salt intake isn't necessarily healthier (unless you're eating more than 6g per day) and might actually be bad for you if you're consuming less than 3g/day. Both sides of that are only correlations, though fairly well established ones, so the actual causes are still unclear
Regarding sugar (and other simple carbs):
This seems to be the main culprit when it comes to obesity in the US, because just about every bit of processed food has added sugar in it. Carbs aren't as satiating as other macro-nutrients, so added sugars increase the caloric content of the food without a similar impact to satiation.
Honestly, it seems the best course of action for healthy eating is to enjoy things in moderation and avoid heavily processed foods, since they are full of transfats, salt, and sugar in absurd quantities.
I almost posted that sugars were easier to digest than fats, so the caloric content doesn't tell the whole story, but I didn't know if the '4, 9, 4' estimates were the actual caloric content or the metabolizable energy content. Turns out, it's the latter, but the actual numbers vary based on the content of your diet. Here's an interesting read about energy absorption based on diet: